PCA Index Dashboard Examples

This script was last run at 2024-03-15 17:42:21.620495+00:00 (UTC)
In US/Central Time, this is 2024-03-15 12:42:21.620495-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897586	-0.476041	0.085536	-0.007449	0.545798	0.254905
1997-01-03	-0.885878	-0.476041	-0.156238	0.008071	0.745355	0.205752
1997-01-06	-0.881975	-0.476041	-0.064821	-0.015209	0.778229	0.269688
1997-01-07	-0.881975	-0.455211	-0.129775	-0.046249	0.837848	0.383288
1997-01-08	-0.893683	-0.455211	-0.022721	-0.085050	0.785889	0.496496
...	...	...	...	...	...	...
2024-03-08	-0.819530	-1.475868	-0.684292	1.870482	1.022918	-0.227896
2024-03-11	-0.819530	-1.496697	-0.626555	1.870482	0.924618	-0.175573
2024-03-12	-0.842947	-1.507112	-0.792549	1.816162	1.034643	0.037288
2024-03-13	-0.862461	-1.507112	-0.803374	1.761842	1.065114	0.154222
2024-03-14	-0.862461	-1.475868	-0.725189	1.761842	0.888060	0.154222

7187 rows × 6 columns

../_images/bd06fca5991143fc4967b95c8a3983ff77b0a90f3a07570e49c372009d6be9bd.png

pc1

DATE
1997-01-02   -0.579084
1997-01-03   -0.685289
1997-01-06   -0.668170
1997-01-07   -0.704554
1997-01-08   -0.674196
                ...   
2024-03-08   -1.510929
2024-03-11   -1.486490
2024-03-12   -1.590281
2024-03-13   -1.612291
2024-03-14   -1.542729
Name: PC1, Length: 7187, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../_images/77b06f84575123f361f682f6f0d71e8aaa2efde13995c07b7b2e62105ecff353.png

fig = px.line(pc1)
fig.show()

../_images/7d7854ee2132310e1cbe688dcfa98f658daf48aedd8d8a82f0b7df7a24cbc59a.png

PCA Index Dashboard Examples#